The Modified-Half-Normal distribution: Properties and an efficient sampling scheme

DOI10.1080/03610926.2021.1934700OpenAlexW3176325919MaRDI QIDQ6107592

Jingchao Sun, Subhadip Pal, Maiying Kong

Publication date: 3 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/The_Modified-Half-Normal_distribution_Properties_and_an_efficient_sampling_scheme/14825266

zbMATH Keywords

distribution theoryrandom variate generationaccept reject algorithmfox-wright psi functionmodified-half-normal distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Modified Pólya-Gamma data augmentation for Bayesian analysis of directional data ⋮ An exact sampler for fully Baysian elastic net

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Convergence properties of Gibbs samplers for Bayesian probit regression with proper priors
• A generalization of the adaptive rejection sampling algorithm
• Effect of the initial estimator on the asymptotic behavior of one-step M- estimator
• Random variate generation for the generalized inverse Gaussian distribution
• Generating generalized inverse Gaussian random variates
• Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions
• Inequalities for the gamma function
• Efficient simulation from a gamma distribution with small shape parameter
• The general projected normal distribution of arbitrary dimension: modeling and Bayesian inference
• Convergence rates for MCMC algorithms for a robust Bayesian binary regression model
• Functional inequalities for the Fox-Wright functions
• Generating gamma variates by a modified rejection technique
• ON RAMANUJAN'S DOUBLE INEQUALITY FOR THE GAMMA FUNCTION
• Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
• Derivative-Free and Blackbox Optimization
• Adaptive Rejection Sampling for Gibbs Sampling
• Bayesian Analysis of Binary and Polychotomous Response Data
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• Geometric Ergodicity of van Dyk and Meng's Algorithm for the Multivariate Student'stModel
• On some inequalities for the gamma and psi functions

This page was built for publication: The Modified-Half-Normal distribution: Properties and an efficient sampling scheme